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Clarification (Projection Matrix & ModelView Matrix)?

I've seen numerous codes and everyone is putting glMode(GL_PROJECTION) in a certain place in the code. For example, some people put it in Reshape function, other put it Display function and other put it in initialize function. I know what they are for, however, I'm not sure where should I put them in my code and by which order? glLoadIdentity(), glMatrixMode(GL_PROJECTION), and glMatrixMode(GL_MODELVIEW).